Rinse chicken, pork, and beef; pat dry. Cut skirt steak crosswise into 6- to 8-inch lengths. If chicken, pork, or beef is thicker than 1/4 inch, place between sheets of plastic wrap and, with a flat mallet, gently and evenly pound to about 1/4 inch thick.
On a rimmed plate, coat chicken completely with orange-achiote marinade and layer thighs; on another rimmed plate, coat pork completely with red chili sauce and layer slices. Cover and chill at least 30 minutes or up to 1 day (if marinating chicken and pork a day ahead, wrap beef airtight and chill). Shortly before grilling, lightly sprinkle both sides of beef with seasoned salt and pepper; set on a plate.
In a wide bowl, mix green onions and chilies with oil to coat. Set onions, chilies, and sausages on a barbecue grill over a solid bed of hot coals or high heat on a gas grill (you can hold your hand at grill level for only 2 to 3 seconds); close lid on gas grill. Cook, turning occasionally, until onions and chilies are well browned and sausages are browned on the outside and cooked through, 2 to 3 minutes for onions, 5 to 8 minutes for chilies and sausages. As done, transfer to a large board or platter.
Lay chicken, pork, and beef on grill; close lid on gas grill. Cook, turning once, until chicken and pork are no longer pink in the center and beef is done to your liking (cut to test), 5 to 8 minutes total. Transfer meat to board or platter with vegetables and sausages. Add more seasoned salt and pepper to taste.